Multivariate DCC-GARCH Model - With Various Error Distributions Elisabeth Orskaug Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/19/09) Year: 2009 Issue: SAMBA/19/09 Number of pages: 88 Link: FULLTEKST: http://publications.nr.no/5034/Orskaug_-_Multivariate_DCC-GARCH_Model_-_With_Various_Error.pdf You are here: Home Publications Report Multivariate DCC-GARCH Model – With Various Error Distributions